+350.6%
RCL vs PEG
+142.2%
+208.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.8% |
| 7D | -0.5% | +1.0% | -1.5% | -1.2% |
| 30D | -17.3% | -1.9% | -15.5% | -16.2% |
| 3M | -2.8% | -3.7% | +0.9% | -0.3% |
| 6M | -4.4% | -9.4% | +5.0% | +1.9% |
| YTD | -4.2% | -6.0% | +1.8% | -1.1% |
| 1Y | -23.4% | -4.4% | -19.0% | -22.3% |
| 3Y | +179.4% | +33.5% | +145.9% | +109.8% |
| 5Y | +238.8% | +35.7% | +203.0% | +145.6% |
| All | +350.6% | +142.2% | +208.4% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling